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Type 'q()' to quit R. > x <- c(71.83,71.39,73.71,74.13,74.45,74.95,75.09,75.23,76.11,76.64,76.97,78.23,77.15,76.33,70.19,68.42,66.49,63.41,62.92,65.53,65.26,68.25,74.39,78.71,82.15,86.05,89.46,89.32,88.94,93.35,94.72,96.11,104.06,104.11,103.9,110.75,110.82,107.59,96.03,95.69,90.63,75.87,75.57,78.78,74.93,75.85,75.49,76.87,78.18,79.37,80.59,81.18,81.02,82.75,83.63,85.35,90.52,90.66,90.69,92.56,92.87,93.82,96.32,96.03,96.53,102.96,102.38,102.66,106.83,106.5,106.78,108.49,108.77,110.43,110.84,110.52,110.11,109.42,109.06,108.98,108.36,108.11,108.44,107.76,106.27,101.07,100.79,100.97,99.33,99.35,99.23,98.14,98.17,98.48,99,99.19,99.1,100.13,100.07,95.26,94.72,94.25,89.46,88.38,88.57,93.82,93.94,93.92) > par8 = '' > par7 = '0.95' > par6 = 'White Noise' > par5 = '12' > par4 = '0' > par3 = '1' > par2 = '1' > par1 = '48' > par8 <- '' > par7 <- '0.95' > par6 <- 'White Noise' > par5 <- '12' > par4 <- '0' > par3 <- '1' > par2 <- '1' > par1 <- '48' > #'GNU S' R Code compiled by R2WASP v. 1.2.327 (Mon, 30 Nov 2015 06:58:35 +0000) > #Author: root > #To cite this work: Wessa P., (2015), (Partial) Autocorrelation Function (v1.0.12) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_autocorrelation.wasp/ > #Source of accompanying publication: > # > if (par1 == 'Default') { + par1 = 10*log10(length(x)) + } else { + par1 <- as.numeric(par1) + } > par2 <- as.numeric(par2) > par3 <- as.numeric(par3) > par4 <- as.numeric(par4) > par5 <- as.numeric(par5) > if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma' > par7 <- as.numeric(par7) > if (par8 != '') par8 <- as.numeric(par8) > x <- na.omit(x) > ox <- x > if (par8 == '') { + if (par2 == 0) { + x <- log(x) + } else { + x <- (x ^ par2 - 1) / par2 + } + } else { + x <- log(x,base=par8) + } > if (par3 > 0) x <- diff(x,lag=1,difference=par3) > if (par4 > 0) x <- diff(x,lag=par5,difference=par4) > postscript(file="/var/wessaorg/rcomp/tmp/18d7z1450112749.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > op <- par(mfrow=c(2,1)) > plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value') > if (par8=='') { + mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='') + mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='') + } else { + mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='') + mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='') + } > plot(x,type='l', main=mytitle,xlab='time',ylab='value') > par(op) > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/2w9571450112749.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub) > dev.off() null device 1 > postscript(file="/var/wessaorg/rcomp/tmp/3icln1450112749.ps",horizontal=F,onefile=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) > rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub) > dev.off() null device 1 > (myacf <- c(racf$acf)) [1] 1.000000000 0.286184457 0.118570352 0.426896816 0.133995195 [6] -0.082043194 -0.097149504 -0.016595340 -0.052785948 -0.203028722 [11] -0.004631830 -0.007504458 -0.196169887 -0.006067538 -0.047848493 [16] -0.299207862 -0.186684032 -0.131551615 -0.226757934 -0.161933107 [21] -0.096682601 -0.024360527 0.009795882 0.049248807 0.098786866 [26] 0.063496935 0.080572356 0.025027320 -0.011100006 -0.027611511 [31] 0.023564937 -0.045328865 -0.003040312 0.073202185 -0.035008835 [36] -0.026186413 0.041167543 0.006092745 -0.003345844 0.030015603 [41] 0.057235044 0.033347016 -0.002895590 0.059930462 0.104434237 [46] 0.028904663 0.034033622 0.091574342 -0.010079953 > (mypacf <- c(rpacf$acf)) [1] 0.286184457 0.039939952 0.417711925 -0.114768176 -0.144138333 [6] -0.283179956 0.074914471 0.074893351 -0.044422645 0.082393932 [11] -0.102134842 -0.134994219 0.048617389 -0.081495315 -0.241537208 [16] -0.111932447 -0.047559872 0.001121003 0.080766141 -0.067645129 [21] -0.059967448 0.026331291 0.068117575 -0.036370738 -0.026383388 [26] -0.034435026 -0.152195664 0.041024074 -0.073109764 0.050538160 [31] -0.127571514 0.040535779 -0.042427961 -0.088569147 -0.094768056 [36] -0.071645721 0.064692859 0.079115794 0.074745969 -0.012078352 [41] -0.016778437 -0.067458011 -0.007556858 0.116097775 0.001652850 [46] -0.052186571 -0.018488137 -0.049508419 > lengthx <- length(x) > sqrtn <- sqrt(lengthx) > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Autocorrelation Function',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Time lag k',header=TRUE) > a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE) > a<-table.element(a,'T-STAT',header=TRUE) > a<-table.element(a,'P-value',header=TRUE) > a<-table.row.end(a) > for (i in 2:(par1+1)) { + a<-table.row.start(a) + a<-table.element(a,i-1,header=TRUE) + a<-table.element(a,round(myacf[i],6)) + mytstat <- myacf[i]*sqrtn + a<-table.element(a,round(mytstat,4)) + a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/4r0cy1450112749.tab") > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Partial Autocorrelation Function',4,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Time lag k',header=TRUE) > a<-table.element(a,hyperlink('http://www.xycoon.com/basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE) > a<-table.element(a,'T-STAT',header=TRUE) > a<-table.element(a,'P-value',header=TRUE) > a<-table.row.end(a) > for (i in 1:par1) { + a<-table.row.start(a) + a<-table.element(a,i,header=TRUE) + a<-table.element(a,round(mypacf[i],6)) + mytstat <- mypacf[i]*sqrtn + a<-table.element(a,round(mytstat,4)) + a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6)) + a<-table.row.end(a) + } > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/5ujgq1450112750.tab") > > try(system("convert tmp/18d7z1450112749.ps tmp/18d7z1450112749.png",intern=TRUE)) character(0) > try(system("convert tmp/2w9571450112749.ps tmp/2w9571450112749.png",intern=TRUE)) character(0) > try(system("convert tmp/3icln1450112749.ps tmp/3icln1450112749.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 1.112 0.202 1.321